Look at your link again...see where it says "Game Communities" at the top?...
Here's what they did...
AdminCP > Forums & Moderators > Add New Forum
After naming it "Game Communities", they left "Parent Forum" to the default "No one"...This makes it a "Parent Forum" itself...In your words, a "theme"...
Then they chose "No" where it says...under "Posting Options"
Quote:
Act as Forum (Will act as category if no) Yes/No
|
...
Then, they choose "Add New Forum" again...and named the first one "Battlefield 2"...
Where it says "Parent Forum", they chose "Game Communities"...
Then they kept the "Act as forum" set to "Yes"...